Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Biogen Inc. (BIIB) had 10-Day Implied Volatility Skew of 0.1857 for 2024-05-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3064
Historical Volatility (Parkinson)	0.3253
Implied Volatility (Calls)	0.2691
Implied Volatility (Puts)	0.2574
Implied Volatility (Mean)	0.2632
Put-Call Implied Volatility Ratio	0.9564
Implied Volatility Skew	0.1857
Option Statistics
Put-Call Ratio (Volume)	0.5639
Put-Call Ratio (Open Interest)	1.8694
Forward Price	216.61
Call Breakeven Price	222.36
Put Breakeven Price	203.83
Option Breakeven Price	210.94